Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47442.38 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46047.53 Kr¶

PnL: ---------------------------------------> -841.04 Kr¶

DD now: ---------------------------------> -2.442 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 15:42:26.148460'

Anic Portfolio¶

Today¶

Return: -0.899 %¶

This Week¶

Return: -1.486 %¶

Total¶

Return: 55.314 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.730000 3151.200000 180.200000 6.070000 2971.000006
HEBA B 70 -2.130000 2737.000000 101.000000 3.830000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 0.050000 425.600000 70.600000 19.890000 355.000000
Corem Property Group B 59 -2.870000 638.970000 61.970000 10.740000 576.999999
HMS Networks 2 -0.780000 710.000000 37.000000 5.500000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.730000 548.400000 16.400000 3.080000 532.000000
Eastnine 4 -0.470000 507.200000 16.200000 3.300000 491.000000
Samhällsbyggnadsbo. i Norden D 12 2.070000 260.880000 14.880000 6.050000 246.000000
Midsona B 63 -1.250000 597.240000 14.240000 2.440000 582.999984
OEM International B 7 -1.530000 540.400000 12.400000 2.350000 527.999997
Resurs Holding 22 0.150000 584.540000 10.540000 1.840000 573.999998
Karnov Group 9 2.710000 545.400000 9.400000 1.750000 536.000004
Norva24 Group 16 -4.280000 551.360000 8.360000 1.540000 543.000000
Intrum 4 -0.710000 532.200000 5.200000 0.990000 527.000000
MedCap 2 -1.160000 425.000000 4.000000 0.950000 421.000000
Essity B 2 -0.590000 576.600000 2.600000 0.450000 574.000000
AcadeMedia 12 0.820000 559.440000 2.440000 0.440000 557.000004
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Creaspac SPAC 6 0.000000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 -2.020000 545.750000 -0.250000 -0.050000 546.000000
Boozt 12 1.180000 1650.000000 -4.000000 -0.240000 1653.999996
Swedbank A 3 -1.840000 559.650000 -4.350000 -0.770000 564.000000
Nordea Bank Abp 29 -1.280000 3446.360000 -7.640000 -0.220000 3453.999992
Securitas B 6 -0.850000 562.200000 -7.800000 -1.370000 570.000000
Fastighetsbolag. Emilshus Pref 21 -5.050000 552.300000 -9.700000 -1.730000 562.000005
CTEK 13 -0.730000 509.340000 -24.660000 -4.620000 533.999999
Vivesto 1368 -1.140000 547.200000 -65.800000 -10.730000 612.999432
International Petroleum Corp. 5 1.070000 518.000000 -76.570000 -12.880000 594.565215
Sampo Oyj SDB 7 -0.740000 3748.500000 -101.500000 -2.640000 3850.000000
SAAB B 8 -0.850000 3272.000000 -105.000000 -3.110000 3377.000000
OX2 18 -0.990000 1529.100000 -134.900000 -8.110000 1663.999992
Axfood 13 -0.070000 3576.300000 -179.700000 -4.780000 3756.000001
Fasadgruppen Group 35 -1.770000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 -1.890000 2969.200000 -392.800000 -11.680000 3361.999992
TOTAL 46047.530000 -841.040000 -2.44193% 46888.564618

Updated:¶

'2023-01-13 15:42:38.677853'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶